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For quants and macro risk teams
Millions of stories moved markets this morning.
None reached your risk model.
Words move markets. Factors and fundamentals are downstream of text.
100M+
events from 300K+ sources in 95 languages, dated to the minute and tagged to country, sector, and entity.
0.
prices, fundamentals, and lagged macro releases from a few vendors. Text from the open web is not an input.
Factors and fundamentals are real, but they are downstream of text.
2025 papers showing how text from the open web carries macroeconomic risk, and how to extract it.
Papers 01-02 quantify geopolitical and policy uncertainty from text. Papers 03, 07-08 cover central-bank communication at scale. Papers 04-06 price text-derived shocks in equities and Treasuries.
If your risk model has no text, it has half the data.
Each is a query against the same dated event archive.
A daily geopolitical risk index across 95 languages, covering sanctions, conflict, regulation, and elections. Feeds your VAR.
Map every event to a country, sector, and named entity. Build long-short baskets that rebalance daily on dated event flow.
Weight risk by event severity instead of binary keyword counts. Decompose realised vol into price-driven and event-driven components.
Thirty years of dated events. 95 languages. Every event tagged to country, sector, and named entity.
Iran declares the Strait of Hormuz closed after joint US and Israel strikes.
Theranos exposed by a WSJ investigation flagged years earlier on the open web.
India bans sugar exports for the first time in seven years; global food prices snap higher.
Evergrande defaults after years of warning signs surfaced on the open web.
Russia invades Ukraine; energy and grain markets reprice across the world within minutes.
US announces reciprocal tariffs on Liberation Day; equities drop ten percent within days.
Wire NOSIBLE WORLD into your risk factors.
A pilot in 30 days. The same dated event archive the 2025 papers above use.
